EPITool for Latin Hypercube Sampling

Latin Hypercube Sampling is a method for generating plausible collections of parameter values from a multidimensional distribution. The method was invented by Iman, Conover and their colleagues.

Standard references are

• Iman RL, Helton JC, and Cambpell JE An approach to sensitivity analysis of computer models, Part I. Introduction, input variable selection and preliminary variable assessment. Journal of Quality Technology 13:174-183, 1981.
• Iman RL, Helton JC, and Cambpell JE An approach to sensitivity analysis of computer models, Part II. Ranking of input variables, response surface validation, distribution effect and technique synopsis. Journal of Quality Technology 13:232-240, 1981.

Generate your own Latin Hypercube Sample.